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JP Morgan Put 390 MCK 17.01.2025/  DE000JL20DS7  /

EUWAX
2024-06-17  10:38:34 AM Chg.-0.001 Bid7:57:50 PM Ask7:57:50 PM Underlying Strike price Expiration date Option type
0.015EUR -6.25% 0.013
Bid Size: 50,000		 0.033
Ask Size: 50,000		 McKesson Corporation 390.00 - 2025-01-17 Put
 

Master data

WKN: JL20DS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Put
Strike price: 390.00 -
Maturity: 2025-01-17
Issue date: 2023-05-11
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -58.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.17
Parity: -1.61
Time value: 0.10
Break-even: 380.50
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.58
Spread abs.: 0.08
Spread %: 533.33%
Delta: -0.10
Theta: -0.07
Omega: -5.68
Rho: -0.37
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -42.31%
3 Months
  -80.00%
YTD
  -92.11%
1 Year
  -96.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.015
1M High / 1M Low: 0.035 0.014
6M High / 6M Low: 0.220 0.014
High (YTD): 2024-01-08 0.170
Low (YTD): 2024-06-07 0.014
52W High: 2023-06-19 0.380
52W Low: 2024-06-07 0.014
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   225.67%
Volatility 6M:   125.88%
Volatility 1Y:   104.57%
Volatility 3Y:   -